Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economics letters"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A fractionally integrated ECOG...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic volatility
14
Volatility
13
Volatilität
13
Stochastic process
12
Stochastischer Prozess
12
Estimation
5
Schätzung
5
Theorie
5
Theory
5
Risiko
4
Risk
4
Time series analysis
4
VAR model
4
VAR-Modell
4
Zeitreihenanalyse
4
Bayes-Statistik
3
Bayesian inference
3
Business cycle
3
Konjunktur
3
Time-varying parameters
3
Bitcoin
2
CAPM
2
Electronic money
2
Elektronisches Geld
2
Estimation theory
2
Forecasting model
2
Impact assessment
2
Markov chain
2
Markov-Kette
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Option pricing theory
2
Optionspreistheorie
2
Prognoseverfahren
2
Schock
2
Schätztheorie
2
Shock
2
Uncertainty shocks
2
Virtual currency
2
Virtuelle Währung
2
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Gupta, Rangan
2
Chaim, Pedro
1
Chan, Jennifer S. K.
1
Christou, Christina
1
Damjanovic, Tatiana
1
Demirer, Rıza
1
Dimitrakopoulos, Stefanos
1
Eom, Young Ho
1
Gefang, Deborah
1
Girdėnas, Šarūnas
1
Huber, Florian
1
Jang, Woon Wook
1
Kang, Yong Joo
1
Karlsson, Sune
1
Koop, Gary
1
Krämer, Walter
1
Laurini, Márcio Poletti
1
Lee, Dong Jin
1
Liu, Keqing
1
Liu, Lulu
1
Messow, Philip
1
Nyakabawo, Wendy
1
Ozturk, Serda Selin
1
Peiris, Shelton
1
Phillip, Andrew
1
Poon, Aubrey
1
Shang, Yuhuang
1
Shen, Yifan
1
Shin, Minchul
1
Xu, Zheng
1
Zhang, Boyuan
1
Zhong, Molin
1
Österholm, Pär
1
more ...
less ...
Published in...
All
Economics letters
MPRA Paper
64
International journal of theoretical and applied finance
51
Tinbergen Institute Discussion Papers
46
Working Paper
45
International Journal of Theoretical and Applied Finance (IJTAF)
44
CREATES Research Papers
43
Discussion paper / Tinbergen Institute
41
Journal of econometrics
41
Tinbergen Institute Discussion Paper
38
Quantitative finance
34
Finance and Stochastics
29
Insurance / Mathematics & economics
28
Journal of economic dynamics & control
25
Physica A: Statistical Mechanics and its Applications
24
Quantitative Finance
24
Applied mathematical finance
23
Working paper
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Applied Mathematical Finance
20
CEPR Discussion Papers
20
Economics Series Working Papers / Department of Economics, Oxford University
20
Energy economics
20
Stochastic Processes and their Applications
20
Econometric reviews
19
Finance research letters
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
CAMA working paper series
18
ECB Working Paper
18
Research Paper Series / Finance Discipline Group, Business School
18
Economic modelling
17
Economics Papers / Economics Group, Nuffield College, University of Oxford
17
The journal of computational finance
17
Journal of Risk and Financial Management
16
Journal of risk and financial management : JRFM
16
SFB 649 Discussion Papers
16
The journal of futures markets
16
Applied economics
15
Computational economics
15
Journal of banking & finance
15
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stationarity
of econometric learning with bounded memory and a predicted state variable
Damjanovic, Tatiana
;
Girdėnas, Šarūnas
;
Liu, Keqing
- In:
Economics letters
130
(
2015
),
pp. 93-96
Persistent link: https://www.econbiz.de/10011422420
Saved in:
2
Spurious persistence in stochastic volatility
Messow, Philip
;
Krämer, Walter
- In:
Economics letters
121
(
2013
)
2
,
pp. 221-223
Persistent link: https://www.econbiz.de/10010346320
Saved in:
3
Measuring macroeconomic uncertainty : a historical perspective
Shen, Yifan
- In:
Economics letters
196
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012510982
Saved in:
4
Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data
Xu, Zheng
- In:
Economics letters
120
(
2013
)
3
,
pp. 369-373
Persistent link: https://www.econbiz.de/10010128844
Saved in:
5
The relation between the corporate bond-yield spread and the real economy : stable or time-varying?
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
186
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012503617
Saved in:
6
A new look at Cryptocurrencies
Phillip, Andrew
;
Chan, Jennifer S. K.
;
Peiris, Shelton
- In:
Economics letters
163
(
2018
),
pp. 6-9
Persistent link: https://www.econbiz.de/10011982903
Saved in:
7
Volatility and return jumps in bitcoin
Chaim, Pedro
;
Laurini, Márcio Poletti
- In:
Economics letters
173
(
2018
),
pp. 158-163
Persistent link: https://www.econbiz.de/10012022975
Saved in:
8
Measuring international uncertainty : the case of Korea
Shin, Minchul
;
Zhang, Boyuan
;
Zhong, Molin
;
Lee, Dong Jin
- In:
Economics letters
162
(
2018
),
pp. 22-26
Persistent link: https://www.econbiz.de/10011939729
Saved in:
9
Time-varying impact of uncertainty shocks on the US housing market
Christou, Christina
;
Gupta, Rangan
;
Nyakabawo, Wendy
- In:
Economics letters
180
(
2019
),
pp. 15-20
Persistent link: https://www.econbiz.de/10012121736
Saved in:
10
Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility
Dimitrakopoulos, Stefanos
- In:
Economics letters
150
(
2017
),
pp. 10-14
Persistent link: https://www.econbiz.de/10011761750
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
